Andrea Resti

Finance · 2002–2012

A researcher in the Science corpus: 5 papers; trusts 1 researcher and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Andrea Resti trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert A. Jarrow

Who trusts Andrea Resti overall

  1. L. Cathcart
  2. V. Acharya
  3. Edward I. Altman
  4. Hui Chi Chen
  5. Alfonso Dufour
  6. Lammertjan Dam
  7. Rafael Repullo
  8. John C. Hull
  9. Xinzheng Huang
  10. Ludovico Rossi

Papers from Andrea Resti's perspective

Ordered by how strongly the researchers Andrea Resti trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Default Parameter Estimation Using Market Prices
  2. The term structure of credit spreads with jump risk
  3. The Pricing of Options and Corporate Liabilities
  4. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
  5. Time-Changed Levy Processes and Option Pricing ⁄
  6. Multi-Period Corporate Default Prediction With Stochastic Covariates
  7. Bankruptcy Prediction With Industry Effects
  8. The intersection of market and credit risk
  9. Market price of risk speci-fications for a ne models: theory and evidence
  10. A general formula for valuing defaultable securities

Their papers